Market Risk Analyst Market Risk Analyst …

Standard Chartered Bank Singapore
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 31 Mar 20
120K - 180K
Standard Chartered Bank Singapore
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 31 Mar 20
120K - 180K
As a Market Risk Analyst, you will use your industry and market expertise to provide advice on possible investments.

The Role Responsibilities

  • You will develop market risk models and tools under current IMA and FRTB.
  • You will develop Risk Not in VaR (RniV) measures.
  • You will provide technical guidance and expertise on Market Risk Model related matters
  • You will conduct Analysis key model performance metrics such as hypothetical backtesting and P&L attribution test (PLAT).
  • You will also be supporting the risk managers in all queries related to VaR and other portfolio risk metrics
  • You will test production systems for VaR/ES model changes, system migrations, and new products

Our Ideal Candidate

  • You must have at least a Master’s degree in a quantitative scientific subject including statistics and a research element
  • You must have academic and/or professional experience in data analysis and simulation methods.
  • You have a good understanding of market risk and traded products
  • You exercise sound judgment in assessing the strengths and weaknesses of modeling approaches
  • You should be able to communicate technical concepts clearly both verbally and in written documents
  • You possess strong computing skills (programming skills desirable)
  • You learn quickly
  • You are able to forge good working relationships with his/her peers in Singapore and UK
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